To prepare grilled shrimp, peel shrimp, leaving tails intact. Starting at tail end, butterfly each shrimp, cutting to, but not through, backside of shrimp. Combine shrimp, wine, 1 tablespoon oil, garlic, and thinly sliced peppers in a large zip-top plastic bag. Seal and marinate in refrigerator 3 hours, turning bag occasionally.
To prepare piri-piri sauce, combine vinegar, 1/4 cup oil, salt, and chopped peppers; stir well with a whisk.
Remove shrimp from bag; reserve marinade. Thread shrimp onto each of 6 (12-inch) skewers. Place skewers on grill rack coated with cooking spray. Grill 7 minutes on each side or until done; turn and baste frequently with reserved marinade.
Remove shrimp from skewers; toss with 1/4 cup piri-piri sauce.
Note: Store remaining piri-piri sauce in an airtight container in refrigerator. Bring to room temperature before using.